On Time Reversal of Piecewise Deterministic Markov Processes
Probability
2011-10-19 v1
Abstract
We study the time reversal of a general PDMP. The time reversed process is defined as , where is some given time and is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.
Keywords
Cite
@article{arxiv.1110.3813,
title = {On Time Reversal of Piecewise Deterministic Markov Processes},
author = {Andreas Löpker and Zbigniew Palmowski},
journal= {arXiv preprint arXiv:1110.3813},
year = {2011}
}